+859.5%
XOM vs EW
+6,974.1%
-6,114.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +1.8% | -0.3% | +2.1% | +1.8% |
| 30D | +5.9% | +1.0% | +4.8% | +5.6% |
| 3M | +5.6% | +2.8% | +2.8% | +4.9% |
| 6M | +7.9% | +5.5% | +2.4% | +6.3% |
| YTD | +35.2% | +5.5% | +29.7% | +33.1% |
| 1Y | +46.0% | +11.0% | +34.9% | +42.2% |
| 3Y | +55.0% | +17.7% | +37.3% | +44.7% |
| 5Y | +246.3% | -25.7% | +272.1% | +246.3% |
| 10Y | +181.0% | +132.8% | +48.2% | +118.0% |
| All | +859.5% | +6,974.1% | -6,114.6% | +319.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling